Mathematical methods of statistics.
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Collected or selected works; reprintings or translations of classics (01A75) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Parametric hypothesis testing (62F03) Point estimation (62F10)
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(only showing first 100 items - show all)- Self-selection biases in correlational studies based on questionnaires
- On component analyses
- On fixed-width confidence intervals associated with maximum likelihood estimation
- On the statistical treatment of residuals in factor analysis
- The minimum distance method of testing
- On exact \(D\)-optimal designs for regression models with correlated observations
- Statistical dependency as a measure to evaluate Markov properties of stochastic point processes
- Dependency as a measure to estimate the order and the values of Markov processes
- Two-stage and three-stage least squares estimation of dispersion matrix of disturbances in simultaneous equations
- Dependency representing Markov properties of nonstationary spike trains recorded from the cat's optic tract fibers
- A rank test for equality of two multivariate populations vs a particular ordered alternative.
- Comparative analysis of parameter estimation methods for the compound Neyman distribution
- Metric inference for social networks
- Applicability of \(n\)-vicinity method for calculation of free energy of Ising model
- Temperature in and out of equilibrium: a review of concepts, tools and attempts
- Convergence of the sequence of the Pearson statistics values to the normalized square of the Bessel process
- Loop equation analysis of the circular \(\beta\) ensembles
- Change of scaling and appearance of scale-free size distribution in aggregation kinetics by additive rules
- Probabilistic prediction of the complexity of traveling salesman problems based on approximating the complexity distribution from experimental data
- Robustness to nonnormality of the Durbin-Watson test for autocorrelation
- On residual empirical processes of stochastic regression models with applications to time series
- Correlation and entanglement
- Psychometric and information processing properties of selected response time models
- \texttt{CHICOM}: A code of tests for comparing unweighted and weighted histograms and two weighted histograms
- Maximum entropy models from phase harmonic covariances
- Fisher information as a probe of spacetime structure: relativistic quantum metrology in (A)dS
- Effective estimation algorithm for parameters of multivariate Farlie-Gumbel-Morgenstern copula
- Computation of distributions of statistics by means of Markov chains
- Robust simultaneous estimation of location parameters
- Quantum thermometry in electromagnetic field of cosmic string spacetime
- Evaluating class and school effects on the joint student achievements in different subjects: a bivariate semiparametric model with random coefficients
- Model parameter learning using Kullback-Leibler divergence
- Spectral density and calculation of free energy
- Bayesian factor models for probabilistic cause of death assessment with verbal autopsies
- Exact rate of convergence of the expected \(W_2\) distance between the empirical and true Gaussian distribution
- Geometry of quantum phase transitions
- Robustness of the algorithm of identification of the type of dynamic object found at the finite sequence of 2D background frames of the optoelectron device
- Understanding and monitoring the evolution of the Covid-19 epidemic from medical emergency calls: the example of the Paris area
- An instrumental variable estimator for mixed indicators: analytic derivatives and alternative parameterizations
- Solving inverse problems in stochastic models using deep neural networks and adversarial training
- Modeling dynamical behavior of stochastic systems: spectral analysis of qubit representations vs the mutual Markovian model likelihood estimations
- A note on weighted least square distribution fitting and full standardization of the empirical distribution function
- A test statistic for weighted runs
- Bootstrap ICC estimators in analysis of small clustered binary data
- A comparative study of robust and stable estimates of multivariate location
- Statistical inference for \(M_t/G/ Infinity\) queueing systems under incomplete observations
- On a perturbation method for stochastic parabolic PDE
- On convexity of generalized Wigner-Yanase-Dyson information
- A truncated estimation method with guaranteed accuracy
- The distribution of residuals from a general elliptical linear model
- Notes on superadditivity of Wigner-Yanase-Dyson information
- Gurland's ratio for the gamma function
- Maximum likelihood estimators in a statistical model of natural catastrophe claims with trend
- Singular extended skew-elliptical distributions
- On adjusted method of moments estimators on uniform distribution samples
- Statistics of energy partitions for many-particle systems in arbitrary dimension
- The Hellinger square-integrability of matrix-valued measures with respect to a non-negative hermitian measure
- Application of the Hellinger integrals to q-variate stationary stochastic processes
- On Eddington's solution of the convolution integral equation
- A mixed finite differences scheme for gradient approximation
- On bounds for some U-statistics under the two-eigenvalues assumption
- Combinatorial optimization through variational quantum power method
- On approximating forecasts by partial predictions under incomplete data
- Fluctuations of linear eigenvalue statistics of random band matrices
- Asymptotic properties of numbers of observations near sample quantiles
- Cramér asymptotic efficiency in a semiparametric model
- Analysis of aeroelastic instabilities for systems with random parameters
- Application of variational analysis and control theory to nonparametric maximum likelihood estimation of a density function
- Confidence prediction of the mean values of multiple observations
- On the evolution and asymptotic analysis of open Markov populations: application to consumption credit
- Numerical method of estimating the maximal likelihood of a smooth parametric manifold
- Margin losses for training conditional random fields
- On quasi-nonuniform estimates for asymptotic expansions in the central limit theorem
- Stochastic generation of explicit pore structures by thresholding Gaussian random fields
- Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations
- scientific article; zbMATH DE number 45877 (Why is no real title available?)
- scientific article; zbMATH DE number 193155 (Why is no real title available?)
- Large-sample confidence intervals for risk measures of location-scale families
- Representations for bias and variance of the sample standard deviation
- scientific article; zbMATH DE number 510905 (Why is no real title available?)
- scientific article; zbMATH DE number 1971428 (Why is no real title available?)
- scientific article; zbMATH DE number 1755475 (Why is no real title available?)
- GENERALIZED LEAST SQUARES METHODS FOR BIVARIATE POISSON REGRESSION
- AN APPROACH TO OPTIMIZATION IN RESPONSE SURFACE METHODOLOGY
- Quantum estimation in neutrino oscillations
- Moments of the inverse participation ratio for the Laplacian on finite regular graphs
- Nonparametric estimation of the risk premium in case of the standard deviation principle
- A view of Harald Cramér: Working with the master in his later years
- A valid Matérn class of cross-covariance functions for multivariate random fields with any number of components
- Asymptotic analysis of estimators on multi-label data
- A multivariate Tweedie lifetime model: censoring and truncation
- Inclusive prime number races
- Limits of accuracy for parameter estimation and localization in single-molecule microscopy via sequential Monte Carlo methods
- Solving peak theory in the presence of local non-gaussianities
- Two methods of conjoint summands of generating bivariate and trivariate normal pseudo-random numbers
- Redundancy in Gaussian random fields
- On alpha stable distribution of wind driven water surface wave slope
- Tripartite Bell-type inequalities for quantum coherence and skew information
- Barrier options pricing with joint distribution of Gaussian process and its maximum
- The tail Stein's identity with applications to risk measures
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